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In this article we present our implementation of a Hybrid Monte Carlo algorithm for Lattice Gauge Theory using two degenerate flavours of Wilson-Dirac fermions on a Fermi GPU. We find that using registers instead of global memory speeds up…
We develop a new Monte Carlo method that solves hyperbolic transport equations with stiff terms, characterized by a (small) scaling parameter. In particular, we focus on systems which lead to a reduced problem of parabolic type in the limit…
We present a massively parallel quantum Monte Carlo based implementation of real-space dynamical mean-field theory for general inhomogeneous correlated fermionic lattice systems. As a first application, we study magnetic order in a binary…
Stochastic sampling algorithms such as Langevin Monte Carlo are inspired by physical systems in a heat bath. Their equilibrium distribution is the canonical ensemble given by a prescribed target distribution, so they must balance…
We present an effcient Monte-Carlo method for lattice glass models which are characterized by hard constraint conditions. The basic idea of the method is similar to that of the $N$-fold way method. By using a list of sites into which we can…
Sampling from high-dimensional distributions has wide applications in data science and machine learning but poses significant computational challenges. We introduce Subspace Langevin Monte Carlo (SLMC), a novel and efficient sampling method…
This paper is on Bayesian inference for parametric statistical models that are defined by a stochastic simulator which specifies how data is generated. Exact sampling is then possible but evaluating the likelihood function is typically…
Recent years have seen a growing interest in the thermodynamic cost of dissipative structures formed by active particles. Given the strong finite-size effects of such systems, it is essential to develop efficient numerical approaches that…
The simulation of diffusion-based molecular communication systems with absorbing receivers often requires a high computational complexity to produce accurate results. In this work, a new a priori Monte Carlo (APMC) algorithm is proposed to…
In plasma edge simulations, the behavior of neutral particles is often described by a Boltzmann--BGK equation. Solving this kinetic equation and estimating the moments of its solution are essential tasks, typically carried out using Monte…
Markov Chain Monte Carlo (MCMC) algorithms are often used for approximate inference inside learning, but their slow mixing can be difficult to diagnose and the approximations can seriously degrade learning. To alleviate these issues, we…
We present lattice Monte Carlo calculations of fermion-dimer scattering in the limit of zero-range interactions using the adiabatic projection method. The adiabatic projection method uses a set of initial cluster states and Euclidean time…
We propose a Markov chain Monte Carlo (MCMC) algorithm based on third-order Langevin dynamics for sampling from distributions with log-concave and smooth densities. The higher-order dynamics allow for more flexible discretization schemes,…
We present results for lattice QCD with staggered fermions in the limit of infinite gauge coupling, obtained from a worm-type Monte Carlo algorithm on a discrete spatial lattice but with continuous Euclidean time. This is achieved by…
We study an element agglomeration coarsening strategy that requires data redistribution at coarse levels when the number of coarse elements becomes smaller than the used computational units (cores). The overall procedure generates coarse…
We show how to generalize the Lattice Switch Monte Carlo method to calculate the phase diagram of a binary system. A global coordinate transformation is combined with a modification of particle diameters, enabling the multi-component system…
We propose a lattice-theoretic framework for modulo sampling of multidimensional bandlimited signals. Standard modulo analog-to-digital converters (ADCs) fold the signal component-wise into a square domain, reducing the recovery problem to…
The past few years have seen considerable progress in algorithmic development for the generation of gauge fields including the effects of dynamical fermions. The Rational Hybrid Monte Carlo (RHMC) algorithm, where Hybrid Monte Carlo is…
Sampling the three-dimensional (3D) spin glass -- i.e., generating equilibrium configurations of a 3D lattice with quenched random couplings -- is widely regarded as one of the central and long-standing open problems in statistical physics.…
The auxiliary-field quantum Monte Carlo (AFQMC) method provides a computational framework for solving the time-independent Schroedinger equation in atoms, molecules, solids, and a variety of model systems. AFQMC has recently witnessed…